+64.2%
BURL vs BWA
+71.5%
-7.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.8% |
| 7D | -2.8% | +5.7% | -8.5% | -4.3% |
| 30D | -28.2% | +1.4% | -29.6% | -28.6% |
| 3M | -17.6% | -12.1% | -5.5% | -14.8% |
| 6M | -11.8% | +28.6% | -40.3% | -19.4% |
| YTD | -8.1% | +51.1% | -59.2% | -22.7% |
| 1Y | -12.0% | +55.9% | -67.8% | -27.1% |
| All | +64.2% | +71.5% | -7.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling